diff --git a/.github/scripts/pre-build-script-win.sh b/.github/scripts/pre-build-script-win.sh
index ae7786ca08a..85188385da3 100644
--- a/.github/scripts/pre-build-script-win.sh
+++ b/.github/scripts/pre-build-script-win.sh
@@ -1,5 +1,7 @@
 #!/bin/bash
 
 pip install --upgrade setuptools
+${CONDA_RUN} pip install "pybind11[global]"
+${CONDA_RUN} pip install git+https://github.com/pytorch/tensordict.git -U --no-deps
 
 export TORCHRL_BUILD_VERSION=0.10.0
diff --git a/.github/scripts/td_script.sh b/.github/scripts/td_script.sh
index cadc7d24f09..10537031554 100644
--- a/.github/scripts/td_script.sh
+++ b/.github/scripts/td_script.sh
@@ -3,27 +3,17 @@
 export TORCHRL_BUILD_VERSION=0.10.0
 pip install --upgrade setuptools
 
+# Always install pybind11 - required for building C++ extensions
+${CONDA_RUN} pip install "pybind11[global]"
+
 # Check if ARCH is set to aarch64
 ARCH=${ARCH:-}  # This sets ARCH to an empty string if it's not defined
 
 if pip list | grep -q torch; then
     echo "Torch is installed."
-
-    # ${CONDA_RUN} conda install 'anaconda::cmake>=3.22' -y
-
-    ${CONDA_RUN} pip install "pybind11[global]"
-
     ${CONDA_RUN} pip install git+https://github.com/pytorch/tensordict.git -U --no-deps
 elif [[ -n "${SMOKE_TEST_SCRIPT:-}" ]]; then
     ${CONDA_RUN} ${PIP_INSTALL_TORCH}
-    #    TODO: revert when nightlies of tensordict are fixed
-    #    if [[ "$ARCH" == "aarch64" ]]; then
-
-
-#     ${CONDA_RUN} conda install 'anaconda::cmake>=3.22' -y
-
-     ${CONDA_RUN} pip install "pybind11[global]"
-
     ${CONDA_RUN} pip install git+https://github.com/pytorch/tensordict.git -U --no-deps
 else
     echo "Torch is not installed - tensordict will be installed later."
diff --git a/.github/unittest/linux_olddeps/scripts_gym_0_13/environment.yml b/.github/unittest/linux_olddeps/scripts_gym_0_13/environment.yml
index 84cce31cfe6..7b8216d3828 100644
--- a/.github/unittest/linux_olddeps/scripts_gym_0_13/environment.yml
+++ b/.github/unittest/linux_olddeps/scripts_gym_0_13/environment.yml
@@ -28,3 +28,4 @@ dependencies:
     - av
     - h5py
     - numpy<2.0.0
+    - pybind11[global]
diff --git a/build_nightly.sh b/build_nightly.sh
index 890d4ba8cbe..1bd4b95fb4a 100755
--- a/build_nightly.sh
+++ b/build_nightly.sh
@@ -56,10 +56,10 @@ echo "Installing build dependencies..."
 PYTHON_VERSION=$(python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')")
 if python -c "import sys; exit(0 if sys.version_info < (3, 11) else 1)"; then
     echo "Using setuptools 65.3.0 for Python $PYTHON_VERSION (compatibility mode)"
-    python -m pip install wheel setuptools==65.3.0
+    python -m pip install wheel setuptools==65.3.0 "pybind11[global]"
 else
     echo "Using latest setuptools for Python $PYTHON_VERSION (modern mode)"
-    python -m pip install wheel setuptools
+    python -m pip install wheel setuptools "pybind11[global]"
 fi
 
 python setup.py bdist_wheel
diff --git a/setup.py b/setup.py
index f0e4408bbcd..6381cc57600 100644
--- a/setup.py
+++ b/setup.py
@@ -18,6 +18,27 @@
 logger = logging.getLogger(__name__)
 
 ROOT_DIR = Path(__file__).parent.resolve()
+
+
+def _check_pybind11():
+    """Check that pybind11 is installed and provide a clear error message if not.
+
+    Only checks when actually building extensions, not for commands like 'clean'.
+    """
+    # Commands that don't require building C++ extensions
+    skip_commands = {"clean", "egg_info", "sdist", "--version", "--help", "-h"}
+    if skip_commands.intersection(sys.argv):
+        return
+    if importlib.util.find_spec("pybind11") is None:
+        raise RuntimeError(
+            "pybind11 is required to build TorchRL's C++ extensions but was not found.\n"
+            "Please install it with:\n"
+            "    pip install 'pybind11[global]'\n"
+            "Then re-run the installation."
+        )
+
+
+_check_pybind11()
 _RELEASE_BRANCH_RE = re.compile(r"^release/v(?P<release_id>.+)$")
 _BUILD_INFO_FILE = ROOT_DIR / "build" / ".torchrl_build_info.json"
 
@@ -47,13 +68,14 @@ def _check_and_clean_stale_builds():
                     f"Python {old_python} -> {current_python_version}. "
                     f"Cleaning stale build artifacts..."
                 )
-                # Clean stale .so files for current Python version
-                so_pattern = (
+                # Clean stale extension files for current Python version
+                ext = ".pyd" if sys.platform == "win32" else ".so"
+                ext_pattern = (
                     ROOT_DIR
                     / "torchrl"
-                    / f"_torchrl.cpython-{sys.version_info.major}{sys.version_info.minor}*.so"
+                    / f"_torchrl.cpython-{sys.version_info.major}{sys.version_info.minor}*{ext}"
                 )
-                for so_file in glob.glob(str(so_pattern)):
+                for so_file in glob.glob(str(ext_pattern)):
                     logger.warning(f"Removing stale: {so_file}")
                     os.remove(so_file)
                 # Clean build directory
diff --git a/test/compile/test_collectors.py b/test/compile/test_compile_collectors.py
similarity index 100%
rename from test/compile/test_collectors.py
rename to test/compile/test_compile_collectors.py
diff --git a/test/compile/test_objectives.py b/test/compile/test_compile_objectives.py
similarity index 100%
rename from test/compile/test_objectives.py
rename to test/compile/test_compile_objectives.py
diff --git a/test/compile/test_utils.py b/test/compile/test_compile_utils.py
similarity index 100%
rename from test/compile/test_utils.py
rename to test/compile/test_compile_utils.py
diff --git a/test/compile/test_value.py b/test/compile/test_compile_value.py
similarity index 100%
rename from test/compile/test_value.py
rename to test/compile/test_compile_value.py